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Modelling and forecasting multivariate realized volatility
Chiriac, Roxana; Voev, Valeri - In: Journal of applied econometrics 26 (2011) 6, pp. 922-948
Persistent link: https://www.econbiz.de/10009290256
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Modelling and forecasting multivariate realized volatility
Halbleib, Roxana; Voev, Valeri - In: Journal of applied econometrics 26 (2011) 6, pp. 922-947
Persistent link: https://www.econbiz.de/10009408883
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Realized beta GARCH : a multivariate GARCH model with realized measures of volatility
Hansen, Peter Reinhard; Lunde, Asger; Voev, Valeri - In: Journal of applied econometrics 29 (2014) 5, pp. 774-799
Persistent link: https://www.econbiz.de/10010414850